Body One (France) Market Value
| MLONE Stock | EUR 0.32 0.00 0.00% |
| Symbol | Body |
Body One 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Body One's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Body One.
| 11/30/2024 |
| 12/30/2024 |
If you would invest 0.00 in Body One on November 30, 2024 and sell it all today you would earn a total of 0.00 from holding Body One SA or generate 0.0% return on investment in Body One over 30 days. Body One is related to or competes with Centrale DAchat, Compagnie, and Groupe JAJ. It offers bottoms, lingerie, shorts, trousers, bikinis, and sportswear More
Body One Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Body One's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Body One SA upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | 0.0376 | |||
| Maximum Drawdown | 31.67 | |||
| Potential Upside | 3.45 |
Body One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Body One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Body One's standard deviation. In reality, there are many statistical measures that can use Body One historical prices to predict the future Body One's volatility.| Risk Adjusted Performance | 0.044 | |||
| Jensen Alpha | 0.1824 | |||
| Total Risk Alpha | 0.0658 | |||
| Treynor Ratio | 0.5641 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Body One's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Body One SA Backtested Returns
Body One appears to be out of control, given 3 months investment horizon. Body One SA secures Sharpe Ratio (or Efficiency) of 0.0459, which signifies that the company had a 0.0459% return per unit of standard deviation over the last 3 months. We have found seventeen technical indicators for Body One SA, which you can use to evaluate the volatility of the firm. Please makes use of Body One's mean deviation of 1.23, and Risk Adjusted Performance of 0.044 to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Body One holds a performance score of 3. The firm shows a Beta (market volatility) of 0.34, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, Body One's returns are expected to increase less than the market. However, during the bear market, the loss of holding Body One is expected to be smaller as well. Please check Body One's information ratio, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Body One's price patterns will revert.
Auto-correlation | 1.00 |
Perfect predictability
Body One SA has perfect predictability. Overlapping area represents the amount of predictability between Body One time series from 30th of November 2024 to 15th of December 2024 and 15th of December 2024 to 30th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Body One SA price movement. The serial correlation of 1.0 indicates that 100.0% of current Body One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 1.0 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Body One SA lagged returns against current returns
Autocorrelation, which is Body One stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Body One's stock expected returns. We can calculate the autocorrelation of Body One returns to help us make a trade decision. For example, suppose you find that Body One has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Body One regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Body One stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Body One stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Body One stock over time.
Current vs Lagged Prices |
| Timeline |
Body One Lagged Returns
When evaluating Body One's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Body One stock have on its future price. Body One autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Body One autocorrelation shows the relationship between Body One stock current value and its past values and can show if there is a momentum factor associated with investing in Body One SA.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Body Stock Analysis
When running Body One's price analysis, check to measure Body One's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Body One is operating at the current time. Most of Body One's value examination focuses on studying past and present price action to predict the probability of Body One's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Body One's price. Additionally, you may evaluate how the addition of Body One to your portfolios can decrease your overall portfolio volatility.